+851.9%
IAU vs PTEN
-2.6%
+854.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.4% | +2.8% | -6.2% | -3.5% |
| 30D | -1.1% | +17.6% | -18.7% | -1.7% |
| 3M | +5.8% | +8.2% | -2.3% | +5.4% |
| 6M | -16.9% | +38.1% | -55.0% | -18.3% |
| YTD | +0.1% | +117.3% | -117.2% | -3.3% |
| 1Y | +18.4% | +146.1% | -127.7% | +13.7% |
| 3Y | +123.6% | -3.0% | +126.6% | +120.7% |
| 5Y | +138.7% | +93.5% | +45.3% | +126.5% |
| 10Y | +217.2% | -16.8% | +234.0% | +200.1% |
| All | +851.9% | -2.6% | +854.5% | +730.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling